That was a long time ago, so my memory is a bit hazy on the details. If I recall it correctly, it was the laptop I was using at the time, and I almost always powered it off when leaving work. I still have another laptop of the same set at work, so I could look up the exact model tomorrow if you want (it's an old Dell Latitude IIRC).
But I can clearly recall that I thought at the time precisely that: "how is that even possible, powering off the laptop should have cleared the video memory, and this laptop didn't have a Windows install for years!" Yet, there it was, a Windows desktop with one window (or dialog, can't recall precisely) open. (I don't recall how I knew it was from its old Windows install; it might have been showing some work-related information.)
It wasn't the screen saver; IIRC, I used the "blank screen" screensaver (or some other equally simple screensaver), not a "slideshow" or "random" screensaver.
Yeah, it's hard to believe. I myself would have found it hard to believe if I hadn't seen it. I even took a photo, but it was several mobile phones ago, so I'd have to search through my old backups to see if I can find it.
The only explanation I could come up with was that the video memory on that laptop for some reason retained its contents as long as the laptop battery wasn't removed (while the laptop had been powered off many times, its battery had not been removed), and the Windows driver used the video memory in a different way than the Linux driver, so that desktop snapshot never got overwritten. Then one day a glitch made the "read the screen contents from here" pointer point to it, and so it showed in the screen. It's ridiculously unlikely, but I couldn't come up with a better explanation; it's even more bizarre in that the "ghost" image was perfect, with no visual glitches.